Tuesday, January 07, 2014

Blind Identification via Lifting - implementation -

Blind Identification via Lifting by Henrik Ohlsson, Lillian J. Ratliff, Roy Dong, S. Shankar Sastry
Blind system identification is known to be an ill-posed problem and without further assumptions, no unique solution is at hand. In this contribution, we are concerned with the task of identifying an ARX model from only output measurements. We phrase this as a constrained rank minimization problem and present a relaxed convex formulation to approximate its solution. To make the problem well posed we assume that the sought input lies in some known linear subspace.
The attendant implementation is located here.

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